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We consider the solution of systems of linear algebraic equations (SLAEs) with an ill-conditioned or degenerate exact matrix and an approximate right-hand side. An approach to solving such a problem is proposed and justified, which makes it…
The techniques and analysis presented in this thesis provide new methods to solve optimization problems posed on Riemannian manifolds. These methods are applied to the subspace tracking problem found in adaptive signal processing and…
We consider the dynamics of a droplet on a vibrating fluid bath. This hydrodynamic quantum analog system is shown to elicit the canonical behavior of damped-driven systems, including a period doubling route to chaos. By approximating the…
This paper proposes a dynamical Variable-separation method for solving parameter-dependent dynamical systems. To achieve this, we establish a dynamical low-rank approximation for the solutions of these dynamical systems by successively…
This paper introduces a novel approach to system identification for nonlinear input-output models that minimizes the simulation error and frames the problem as a constrained optimization task. The proposed method addresses vanishing…
We show that any dissipative (measure-valued) solution of the compressible Euler system that complies with Dafermos' criterion of maximal dissipation is necessarily an admissible weak solution. In addition, we propose a simple, at most two…
We present a novel method for mixed-integer optimization problems with multivariate and Lipschitz continuous nonlinearities. In particular, we do not assume that the nonlinear constraints are explicitly given but that we can only evaluate…
Discrete gradient methods are a powerful tool for the time discretization of dynamical systems, since they are structure-preserving regardless of the form of the total energy. In this work, we discuss the application of discrete gradient…
I describe a method, particularly suitable to implementation by computer algebra, for the derivation of low-dimensional models of dynamical systems. The method is systematic and is based upon centre manifold theory. Computer code for the…
We give a unified proof for the well-posedness of a class of linear half-space equations with general incoming data and construct a Galerkin method to numerically resolve this type of equations in a systematic way. Our main strategy in both…
Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…
This paper concerns an extension of discrete gradient methods to finite-dimensional Riemannian manifolds termed discrete Riemannian gradients, and their application to dissipative ordinary differential equations. This includes Riemannian…
We derive a numerical algorithm for evaluating the Riemannian logarithm on the Stiefel manifold with respect to the canonical metric. In contrast to the existing optimization-based approach, we work from a purely matrix-algebraic…
We study a deflation method to reduce and to solve linear dfferential-algebraic equations (DAEs). It consists to define a sequence of DAEs with index reduction of one unit by step. This is simultaneously performed by substitution and…
Various tasks in scientific computing can be modeled as an optimization problem on the indefinite Stiefel manifold. We address this using the Riemannian approach, which basically consists of equipping the feasible set with a Riemannian…
We develop a generalization of Nesterov's accelerated gradient descent method which is designed to deal with orthogonality constraints. To demonstrate the effectiveness of our method, we perform numerical experiments which demonstrate that…
We study a continuous-time system that solves optimization problems over the set of orthonormal matrices, which is also known as the Stiefel manifold. The resulting optimization flow follows a path that is not always on the manifold but…
In this paper, we propose a new stochastic column-block gradient descent method for solving nonlinear systems of equations. It has a descent direction and holds an approximately optimal step size obtained through an optimization problem. We…
We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…
The present article presents a summarizing view at differential-algebraic equations (DAEs) and analyzes how new application fields and corresponding mathematical models lead to innovations both in theory and in numerical analysis for this…